Staatl Mineralbrunnen (Germany) Market Value

Symbol

Staatl

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Staatl Mineralbrunnen's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Staatl Mineralbrunnen.

Staatl Mineralbrunnen Upside/Downside Indicators

Staatl Mineralbrunnen Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Staatl Mineralbrunnen's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Staatl Mineralbrunnen's standard deviation. In reality, there are many statistical measures that can use Staatl Mineralbrunnen historical prices to predict the future Staatl Mineralbrunnen's volatility.

Autocorrelation, which is Staatl Mineralbrunnen stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Staatl Mineralbrunnen's stock expected returns. We can calculate the autocorrelation of Staatl Mineralbrunnen returns to help us make a trade decision. For example, suppose you find that Staatl Mineralbrunnen has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Staatl Mineralbrunnen stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Staatl Mineralbrunnen stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Staatl Mineralbrunnen stock over time.

When evaluating Staatl Mineralbrunnen's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Staatl Mineralbrunnen stock have on its future price. Staatl Mineralbrunnen autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Staatl Mineralbrunnen autocorrelation shows the relationship between Staatl Mineralbrunnen stock current value and its past values and can show if there is a momentum factor associated with investing in Staatl Mineralbrunnen AG.

When running Staatl Mineralbrunnen's price analysis, check to measure Staatl Mineralbrunnen's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Staatl Mineralbrunnen is operating at the current time. Most of Staatl Mineralbrunnen's value examination focuses on studying past and present price action to predict the probability of Staatl Mineralbrunnen's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Staatl Mineralbrunnen's price. Additionally, you may evaluate how the addition of Staatl Mineralbrunnen to your portfolios can decrease your overall portfolio volatility.